I wouldn't call it much of an And I Must Scream situation, considering Shuji seems to end the novel on a relatively positive note, "In the end the Earth made a noise that sounded like Chise's heartbeat. It was the last love song of this little planet...and us. It was our love song. We're going to fall in love. We're going to live."
Also considering from Wordof God at the end of the last novel: "In this story, Chise and Shuji are not happy, but they are not unhappy either...There is no hope, but there are memories and there may be a future." (although, if there may be a future, isn't there hope? Hm.)